Table 4.
CP | r | β1 | β2 | ||||||
---|---|---|---|---|---|---|---|---|---|
| |||||||||
Bias | Var |
|
ECP | Bias | Var |
|
ECP | ||
0.90 | 0.0 | −0.014 | 0.263 | 0.267 | 0.956 | 0.002 | 0.261 | 0.265 | 0.956 |
0.80 | 0.013 | 0.212 | 0.213 | 0.947 | 0.005 | 0.204 | 0.210 | 0.961 | |
| |||||||||
0.90 | 0.5 | −0.011 | 0.264 | 0.265 | 0.954 | 0.005 | 0.262 | 0.267 | 0.961 |
0.80 | −0.005 | 0.243 | 0.222 | 0.936 | −0.005 | 0.233 | 0.224 | 0.956 | |
| |||||||||
0.90 | 1.0 | 0.015 | 0.275 | 0.274 | 0.956 | 0.005 | 0.272 | 0.281 | 0.958 |
0.80 | −0.012 | 0.240 | 0.234 | 0.946 | 0.003 | 0.226 | 0.241 | 0.968 |
Note: Bias, Var, and ECP are defined as the difference between the estimated and the true parameter values, the asymptotic variance estimated, the variance of the simulated estimated parameter values as well as the empirical coverage probability respectively.